SYSTEMIC RISK
22/03/2012
The Financial Risks International Forum on "Systemic
Risk" is an International Research Forum for academics and
professionals organised by the Louis Bachelier Institute, the
Europlace Institute of Finance and the Risk Foundation.
We invite academics, professionals and regulators to submit papers for this meeting which takes place in Paris on March 22 & 23, 2012.
OBJECTIVES
The forum pursues three objectives:
- to identify the main streams of research that will structure the Finance and Insurance's evolutions in the future;
- to organize presentations and debates on these new trends;
- to assess the market and regulatory impacts of these evolutions.
TOPICS
- Systemic vs Systematic Risk Measurement, Systemic Risk Factors,
- Stress Testing, Systemic Risk Allocation Capital Adequacy and Procyclicality,
- Contagion Model, Double Default, Bilateral Counterparty Risk and Chain Failures,
- Network Modelling Tools,
- Risk Concentration,
- Liquidity Risk,
- The Role of Hedge Funds, Securitization, Market Globalization, Algorithmic Trading, Shadow Banking in the Development of Systemic Risk,
- Commodity Risk and Sovereign Risk Transmission,
- Centralized Clearing.
online registration
The results of the selection procedure will be set by mid-January 2012. For any inquiry: risk@institutlouisbachelier.org
CALL FOR PAPERS Risk Forum 2012
Louis Bachelier Institute may cover part of travel and accommodation expenses for the authors of selected papers (upon request and only for speakers).
We invite academics, professionals and regulators to submit papers for this meeting which takes place in Paris on March 22 & 23, 2012.
OBJECTIVES
The forum pursues three objectives:
- to identify the main streams of research that will structure the Finance and Insurance's evolutions in the future;
- to organize presentations and debates on these new trends;
- to assess the market and regulatory impacts of these evolutions.
TOPICS
- Systemic vs Systematic Risk Measurement, Systemic Risk Factors,
- Stress Testing, Systemic Risk Allocation Capital Adequacy and Procyclicality,
- Contagion Model, Double Default, Bilateral Counterparty Risk and Chain Failures,
- Network Modelling Tools,
- Risk Concentration,
- Liquidity Risk,
- The Role of Hedge Funds, Securitization, Market Globalization, Algorithmic Trading, Shadow Banking in the Development of Systemic Risk,
- Commodity Risk and Sovereign Risk Transmission,
- Centralized Clearing.
online registration
The results of the selection procedure will be set by mid-January 2012. For any inquiry: risk@institutlouisbachelier.
CALL FOR PAPERS Risk Forum 2012
Louis Bachelier Institute may cover part of travel and accommodation expenses for the authors of selected papers (upon request and only for speakers).